DSGE Modeling on an iPhone/iPad Using SpaceTime

被引：0
|
作者：
Blake, Andrew P. [1 ]
机构：
[1] Bank England, CCBS, London EC2R 8AH, England
来源：
COMPUTATIONAL ECONOMICS | 2012年 / 40卷 / 04期
关键词：
DSGE modelling; Rational expectations; Perturbation solution; iPhone; iPad; RATIONAL-EXPECTATIONS; OPTIMAL POLICY;
D O I：
10.1007/s10614-011-9300-0
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
SpaceTime 4.0 is cross-platform mathematics software available for the iPhone/iPad under iOS, as well as other devices. It can be used to implement usable DSGE modeling tools; this includes the solution of linear rational expectations, solving optimal linear-quadratic policy problems, obtaining automatic first- and second-order approximations, scenario simulation and graphing. These analytical tools are easily programmed into a library of routines that can be quickly applied to arbitrary models, making an iOS device a viable platform for useful analysis. As there are limitations on the numerical routines available, a method for solving singular models without using the QZ decomposition is also derived.
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页码：313 / 332
页数：20
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